Testing for Change Points in Time Series
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Publication:5255598
DOI10.1198/jasa.2010.tm10103zbMath1390.62184OpenAlexW1999178988MaRDI QIDQ5255598
Xianyang Zhang, Xiao-Feng Shao
Publication date: 16 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm10103
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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